CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9117 |
0.9125 |
0.0008 |
0.1% |
0.9386 |
| High |
0.9144 |
0.9157 |
0.0013 |
0.1% |
0.9410 |
| Low |
0.9084 |
0.9108 |
0.0024 |
0.3% |
0.9120 |
| Close |
0.9115 |
0.9145 |
0.0030 |
0.3% |
0.9166 |
| Range |
0.0060 |
0.0049 |
-0.0011 |
-18.3% |
0.0290 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
68,930 |
51,027 |
-17,903 |
-26.0% |
404,155 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9284 |
0.9263 |
0.9172 |
|
| R3 |
0.9235 |
0.9214 |
0.9158 |
|
| R2 |
0.9186 |
0.9186 |
0.9154 |
|
| R1 |
0.9165 |
0.9165 |
0.9149 |
0.9176 |
| PP |
0.9137 |
0.9137 |
0.9137 |
0.9142 |
| S1 |
0.9116 |
0.9116 |
0.9141 |
0.9127 |
| S2 |
0.9088 |
0.9088 |
0.9136 |
|
| S3 |
0.9039 |
0.9067 |
0.9132 |
|
| S4 |
0.8990 |
0.9018 |
0.9118 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0102 |
0.9924 |
0.9326 |
|
| R3 |
0.9812 |
0.9634 |
0.9246 |
|
| R2 |
0.9522 |
0.9522 |
0.9219 |
|
| R1 |
0.9344 |
0.9344 |
0.9193 |
0.9288 |
| PP |
0.9232 |
0.9232 |
0.9232 |
0.9204 |
| S1 |
0.9054 |
0.9054 |
0.9139 |
0.8998 |
| S2 |
0.8942 |
0.8942 |
0.9113 |
|
| S3 |
0.8652 |
0.8764 |
0.9086 |
|
| S4 |
0.8362 |
0.8474 |
0.9007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9212 |
0.9084 |
0.0128 |
1.4% |
0.0070 |
0.8% |
48% |
False |
False |
70,959 |
| 10 |
0.9416 |
0.9084 |
0.0332 |
3.6% |
0.0069 |
0.8% |
18% |
False |
False |
71,365 |
| 20 |
0.9431 |
0.9084 |
0.0347 |
3.8% |
0.0068 |
0.7% |
18% |
False |
False |
57,316 |
| 40 |
0.9571 |
0.9084 |
0.0487 |
5.3% |
0.0060 |
0.7% |
13% |
False |
False |
37,821 |
| 60 |
0.9700 |
0.9084 |
0.0616 |
6.7% |
0.0054 |
0.6% |
10% |
False |
False |
25,320 |
| 80 |
0.9700 |
0.9084 |
0.0616 |
6.7% |
0.0049 |
0.5% |
10% |
False |
False |
19,039 |
| 100 |
0.9775 |
0.9084 |
0.0691 |
7.6% |
0.0048 |
0.5% |
9% |
False |
False |
15,256 |
| 120 |
0.9775 |
0.9084 |
0.0691 |
7.6% |
0.0045 |
0.5% |
9% |
False |
False |
12,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9365 |
|
2.618 |
0.9285 |
|
1.618 |
0.9236 |
|
1.000 |
0.9206 |
|
0.618 |
0.9187 |
|
HIGH |
0.9157 |
|
0.618 |
0.9138 |
|
0.500 |
0.9133 |
|
0.382 |
0.9127 |
|
LOW |
0.9108 |
|
0.618 |
0.9078 |
|
1.000 |
0.9059 |
|
1.618 |
0.9029 |
|
2.618 |
0.8980 |
|
4.250 |
0.8900 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9141 |
0.9142 |
| PP |
0.9137 |
0.9139 |
| S1 |
0.9133 |
0.9136 |
|